Consider the signal
where α and β are constants. We wish to linearly predict s[n] from its past p values using the relationship
where the coefficients ak are constants. The coefficients ak are chosen to minimize the prediction error
(a) With rss [m] denoting the autocorrelation function of s[n], write the equations for the case p = 2 the solution to which will result in a1, a2.
(b) Determine a pair of values for α and β such that when p = 2, the solution to the normal equations is a1 = 11
12 and a2 = −16 . Is your answer unique? Explain.
(c) If α = 8 and β = −3, determine k-parameter k3, resulting from using the Levinson recursion to solve the normal equations for p = 3. Is that different from k3 when solving for p = 4?
We need at least 10 more requests to produce the solution.
0 / 10 have requested this problem solution
The more requests, the faster the answer.